Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create
Derivatives: Markets, Valuation, and Risk Management
โ Scribed by Robert E. Whaley
- Publisher
- Wiley
- Year
- 2006
- Tongue
- English
- Leaves
- 963
- Series
- Wiley Finance
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
I have read a couple of books on derivatives starting from novice level. when i compare this book with those written by some of rhe other great names i feel it is much clearer andeasy to understand. It answers the questions that come to our mind. the optval library is awesome. i feel it is a must read. Coming from the man who created the Market Volatility Index (i.e., the "VIX") for the Chicago Board Options Exchange and the NASDAQ Market Volatility Index (i.e., the "VXN")it touches upon aspects of derivatives markets which serve to give the practical insight about the market's functionality.
๐ SIMILAR VOLUMES
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, <i>Derivatives</i> shows you how this financial tool can be used in practice to cr
REFERENCES AND SUGGESTED READINGS; Part IV: Option Valuation; Chapter 6: No-Arbitrage Price Relations: Options; OPTIONS AND FORWARDS; CONTINUOUS RATES; DISCRETE FLOWS; NO-ARBITRAGE FUTURES OPTIONS RELATIONS; NO-ARBITRAGE INTER-MARKET RELATIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 7:
<p><p>This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:<br></p><p>โข Modeling counte
This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirement